The invention discloses a construction method of a protection device in highway-railway parallel running sections. The construction method comprises the following steps that A, a steel reinforcement cage of a separation foundation is arranged between the highway-railway parallel running sections, the steel reinforcement cage is connected to the basic structure of the highway-railway parallel running sections, templates are arranged to grout the steel reinforcement cage to form the separation foundation, and a pre-buried piece is arranged on the separation foundation; B a protection plate is machined, the protection plate comprises two base plates with the consistent shapes and sizes and the transparent structures, and a one-way transmitting film is adhered to at least one base plate to make the protection plate be a structure piece transmitting light from the highway side to the railway side; C, a plurality of through holes are drilled on each base plate, and all of the through holes in one base plate are alternately formed relative to all of the through holes in the other base plate; D, the two base plates are connected to a mounting frame, the two base plates are arranged oppositely, and a gap is left between the two base plates; and E, the separation foundation is subjected to maintenance and forming, the mounting frame is connected to the pre-buried piece, and the protection plate is arranged on the separation foundation.